The past ten years have seen enormous developments
in measuring volatility of financial instruments. On the
econometric side, increased use of sophisticated statistical and
probabilistic techniques now permit the transformation of
high frequency trading data into increasingly reliable estimates of
volatility and related quantities. At the same
time, methods for studying implied volatility from derivatives
data have made great progress. This conference brings
together some of the world's leading scholars to further
push the boundaries of our understanding of this field.

Invited Speakers

Yacine Ait-Sahalia,
Department of Economics, Princeton UniversityTorben
Andersen, Finance department, Northwestern UniversityFederico Bandi,
Graduate School of Business, University of ChicagoLuca Benzoni, Federal Reserve
Bank, Chicago, and Finance Department, Carlson School of Management, University
of MinnesotaHenri Berestycki,
Ecole des Hautes Etudes en Sciences Sociales, ParisTim
Bollerslev, Department of Economics, Duke UniversityOleg Bondarenko, Department
of Finance, University of Illinois at Chicago Peter Carr Mathematics
Department, New York University Ying
Chen Weierstrass-Institute Dobrislav
Dobrev, Finance department, Northwestern UniversityRobert Engle, Department
of Finance, New York University Rene Garcia,
CIREQ / D¨¦partement de sciences ¨¦conomiques, Universit¨¦ de Montr¨¦al Giampiero M. Gallo, Dipartimento
di Statistica "G.Parenti", Universit¨¤ di FirenzeSandy Grossman, Quantitative Financial
Strategies, Inc Eric Ghysels, Department
of Economics, University of North Carolina - Chapel HillJan Hannig, Department
of Statistics, Colorado State UniversityRoger Lee, Department
of Mathematics, University of ChicagoSuzanne Lee, College
of Management, Georgia Institute of TechnologyYingying Li, Department
of Statistics, University of Chicago Oliver Linton, Department
of Economics,University of LondonJean Jacod,
Laboratoire de Probabilit¨¦s, Universit¨¦ ParisNour Meddahi,
Business School, Imperial College London. Per Mykland, Department
of Statistics, University of Chicago Eric Renault,
Department of Economics, University of North Carolina - Chapel HillRoberto Reno, Department
of Political Economics, University of SienaNeil Shephard,
Department of Economics, University of OxfordMichael Sorensen, Department
of Applied Mathematics and Statistics, University of Copenhagen Yixiao Sun, Department
of Economics, University of California, San Diego George Tauchen, Department
of Economics, Duke University Yong Zeng, Department
of Mathematics and Statistics, University of Missouri, Kansas CityLan Zhang, Department
of Finance, University of Illinois at Chicago